Description Usage Arguments Details Value Author(s) References Examples
This function computes the empirical scedasis distribution function.
1 |
Y |
data frame from which the estimate is to be computed; first column corresponds to time and the second to the variable of interest. |
threshold |
value used to threshold the data |
The empirical scedasis distribution function was introduced by Einmahl et al (2016).
C |
empirical scedasis distribution function. |
w |
standardized indices of exceedances. |
k |
number of exceedances above a threshold. |
Y |
raw data. |
The plot
method depicts the empirical cumulative scedasis
function, and the reference line for the case of constant frequency of
extremes over time (if uniform = TRUE
).
Miguel de Carvalho
Einmahl, J. H., Haan, L., and Zhou, C. (2016) Statistics of heteroscedastic extremes. Journal of the Royal Statistical Society: Ser. B, 78(1), 31–51.
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